+208.1%
COF vs JBHT
+192.0%
+16.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -3.3% |
| 7D | -5.8% | +0.4% | -6.2% | -6.1% |
| 30D | -0.3% | -2.0% | +1.6% | +0.4% |
| 3M | -8.5% | -16.3% | +7.8% | -0.9% |
| 6M | +5.6% | -8.2% | +13.9% | +7.6% |
| YTD | -17.1% | +16.3% | -33.4% | -26.7% |
| 1Y | -7.4% | +32.2% | -39.6% | -23.8% |
| 3Y | +99.1% | +34.4% | +64.7% | +53.0% |
| 5Y | +39.5% | +20.3% | +19.2% | +11.3% |
| 10Y | +208.1% | +185.2% | +22.9% | +15.0% |
| All | +208.1% | +192.0% | +16.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling